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isotone (version 1.1-1)

dSolver: Absolute Value Norm

Description

Solver for the least absolute value norm with optional weights.

Usage

dSolver(z, a, extra)

Value

x

Vector containing the fitted values

lbd

Vector with Lagrange multipliers

f

Value of the target function

gx

Gradient at point x

Arguments

z

Vector containing observed response

a

Matrix with active constraints

extra

List with element y containing the observed response vector and weights with optional observation weights

Details

This function is called internally in activeSet by setting mySolver = dSolver.

See Also

activeSet

Examples

Run this code

##Fitting weighted absolute norm problem
set.seed(12345)
y <- rnorm(9)              ##response values
w <- rep(1,9)              ##unit weights
btota <- cbind(1:8, 2:9)   ##Matrix defining isotonicity (total order)
fit.abs <- activeSet(btota, dSolver, weights = w, y = y)

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